Andrey Pogudin
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Person:2856039
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The large-maturity smile for the SABR and CEV-Heston models International Journal of Theoretical and Applied Finance | 2014-04-25 | Paper |
| The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship Quantitative Finance | 2014-02-08 | Paper |
| Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory Advances in Applied Probability | 2013-10-23 | Paper |
Research outcomes over time
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